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####### examples from User's Guide
require("dse")
data("egJofF.1dec93.data", package="dse")
eg4.DSE.data<- egJofF.1dec93.data
outputData(eg4.DSE.data) <- outputData(eg4.DSE.data, series=c(1,2,6,7))
eg4.DSE.model <- estVARXls(eg4.DSE.data)
new.data <- TSdata(
input= ts(rbind(inputData(eg4.DSE.data), matrix(.1,10,1)),
start=start(eg4.DSE.data),
frequency=frequency(eg4.DSE.data)),
output=ts(rbind(outputData(eg4.DSE.data),matrix(.3,5,4)),
start=start(eg4.DSE.data),
frequency=frequency(eg4.DSE.data)))
seriesNames(new.data) <- seriesNames(eg4.DSE.data)
z <- l(TSmodel(eg4.DSE.model), trimNA(new.data))
cat("Forecasting...\n")
zz <- forecast(TSmodel(eg4.DSE.model), new.data)
z <- forecast(TSmodel(eg4.DSE.model), trimNA(new.data),
conditioning.inputs=inputData(new.data))
tfplot(zz, start=c(1990,6))
z <- forecast(eg4.DSE.model, conditioning.inputs.forecasts=matrix(.5,6,1))
summary(z)
tfplot(z)
tfplot(z, start=c(1990,1))
z <- l(TSmodel(eg4.DSE.model), new.data)
tfplot(z)
cat("Forecasting from different points in time...\n")
z <- featherForecasts(TSmodel(eg4.DSE.model), new.data)
tfplot(z)
zz <-featherForecasts(TSmodel(eg4.DSE.model), new.data,
from.periods =c(20,50,60,70,80), horizon=150)
tfplot(zz)
cat("Forecasting for different horizons...\n")
z <- horizonForecasts(TSmodel(eg4.DSE.model), new.data, horizons=c(1,3,6))
tfplot(z)
cat("Forecasting error...\n")
fc1 <- forecastCov(TSmodel(eg4.DSE.model), data=eg4.DSE.data)
tfplot(fc1, mar=c(2.1,4.1,4.1,2.1))
tfplot(forecastCov(TSmodel(eg4.DSE.model), data=eg4.DSE.data, horizons= 1:4),
mar=c(2.1,4.1,4.1,2.1) )
fc2 <- forecastCov(TSmodel(eg4.DSE.model), data=eg4.DSE.data, zero=T, trend=T)
tfplot(fc2, mar=c(2.1,4.1,4.1,2.1) )
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